+576.8%
ASTS vs TTMI
+1,004.6%
-427.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.1% | +4.8% |
| 7D | +18.5% | +12.2% | +6.3% | +12.3% |
| 30D | -8.1% | -5.7% | -2.4% | -6.3% |
| 3M | -28.2% | -27.5% | -0.7% | -19.3% |
| 6M | -26.1% | +47.1% | -73.2% | -40.1% |
| YTD | -9.0% | +87.5% | -96.4% | -35.4% |
| 1Y | +62.2% | +175.2% | -113.0% | -2.1% |
| 3Y | +1,621.9% | +901.9% | +719.9% | +503.3% |
| 5Y | +457.0% | +843.5% | -386.4% | +96.1% |
| All | +576.8% | +1,004.6% | -427.8% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling